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Indirect estimation of alpha-stable distributions and processes

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Author Info
Marco J. Lombardi () (Università degli Studi di Firenze, Dipartimento di Statistica "G. Parenti")
Giorgio Calzolari () (Università degli Studi di Firenze, Dipartimento di Statistica "G. Parenti")

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Abstract

The alpha-stable family of distributions constitutes a generalization of the Gaussian distribution, allowing for asymmetry and thicker tails. Its practical usefulness is coupled with a marked theoretical appeal, as it stems from a generalized version of the central limit theorem in which the assumption of the finiteness of the variance is replaced by a less restrictive assumption concerning a somehow regular behavior of the tails. Estimation difficulties have however hindered its diffusion among practitioners. Since simulated values from alpha-stable distributions can be straightforwardly obtained, the indirect inference approach could prove useful to overcome these estimation difficulties. In this paper we provide a description of how to implement such a method by using a skew-t distribution as an auxiliary model. The indirect inference approach will be introduced in the setting of the estimation of the distribution parameters and then extended to linear time series models with alpha-stable disturbances. The performance of this estimation method is then assessed on simulated data. An application on time-series models for the inflation rate concludes the paper.

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Paper provided by Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti" in its series Econometrics Working Papers Archive with number wp2004_07.

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Length: 23 pages
Date of creation: 01 Jun 2004
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Handle: RePEc:fir:econom:wp2004_07

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Keywords: Indirect inference; Alpha-stable distributions; Heavy tails.;

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Marco J. Lombardi, 2004. "Bayesian inference for alpha-stable distributions: a random walk MCMC approach," Econometrics Working Papers Archive wp2004_11, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
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  2. Giorgio Calzolari & Gabriele Fiorentini & Enrique Sentana, 2004. "Constrained Indirect Estimation," Review of Economic Studies, Blackwell Publishing, vol. 71(4), pages 945-973, October. [Downloadable!] (restricted)
  3. Gallant, A. Ronald & Tauchen, George, 1996. "Which Moments to Match?," Econometric Theory, Cambridge University Press, vol. 12(04), pages 657-681, October. [Downloadable!]
  4. Gourieroux, C & Monfort, A & Renault, E, 1993. "Indirect Inference," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(S), pages S85-118, Suppl. De. [Downloadable!] (restricted)
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  5. repec:cup:etheor:v:12:y:1996:i:4:p:657-81 is not listed on IDEAS
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  1. Marco Lombardi & Giorgio Calzolari, 2006. "Indirect estimation of alpha-stable stochastic volatility models," Econometrics Working Papers Archive wp2006_07, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
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